+396.4%
APP vs FGI
-70.4%
+466.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.5% | -5.3% | +2.2% |
| 7D | +0.9% | +0.5% | +0.3% | +0.9% |
| 30D | -23.3% | +65.4% | -88.7% | -23.8% |
| 3M | -42.6% | +23.5% | -66.1% | -43.0% |
| 6M | -33.6% | +60.5% | -94.1% | -34.5% |
| YTD | -52.4% | +30.0% | -82.4% | -52.9% |
| 1Y | -35.9% | +82.1% | -117.9% | -37.4% |
| 3Y | +642.2% | -4.4% | +646.6% | +639.9% |
| All | +396.4% | -70.4% | +466.7% | +416.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling